Render Glass like materials with Alpha Channel to composite in external app
Newer builds of Cycles (post 2.79, currently available from the buildbot) include a native functionality for this:



This is activated by enabling the new "transparent glass" option in the "Film" panel. The normal "transparent" option must be activated as well, or "transparent glass" will be greyed out. There is also a "roughness threshold" control, which allows you to have only clear glass transparent, with frosted glass blocking alpha. Alpha transparency will only be enabled for glass with roughness below the set value. Above a certain roughness, you're usually better off getting blurred refractions from whatever environment/HDRI you're using for reflections. The default setting of 0.1 is pretty decent cutoff point to start with.